Open jr-leary7 opened 1 month ago
commit cff92ec addresses this to some extent ... still more to be done though
summary: Eigen
matrix multiplication is faster than that of Matrix
, replaced usage of summary.gamlss()
with more efficient version complete with error handling, and replaced stats::lm.fit()
with RcppEigen::fastLmPure()
Eigen
matrix multiplication viaRcppEigen
versus doing so using the efficientMatrix
package, and change toMatrix
if it's bettersummary.gamlss()
inbackward_sel_WIC()
with a getter function for the wald statistics based on the variance-covariance matrix and coefficient values, calculated like so: $\mathbf{W} = \symbf{\beta} / \sqrt{\text{Diag}(\mathbf{V})}$score_fun_gee()
, which is taking the most time currently (based on profiling withprofvis
)stats::lm.fit()
in several scoring functions withRcppEigen::fastLmPure()
as it seems to be about twice as fast (mean of 66mcs vs. 131mcs usingmicrobenchmark
with 500 trials)